+562.1%
ROKU vs WST
+266.4%
+295.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.3% |
| 7D | -1.3% | +0.7% | -2.1% | -1.7% |
| 30D | +5.9% | -3.1% | +9.0% | +7.4% |
| 3M | +23.9% | +7.2% | +16.7% | +19.3% |
| 6M | +59.6% | +36.8% | +22.7% | +35.5% |
| YTD | +43.4% | +23.8% | +19.6% | +27.2% |
| 1Y | +60.2% | +37.8% | +22.4% | +33.4% |
| 3Y | +90.4% | -15.9% | +106.3% | +79.6% |
| 5Y | -54.5% | -25.8% | -28.7% | -55.0% |
| All | +562.1% | +266.4% | +295.7% | +152.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling